+263.8%
MXL vs REPL
+96.7%
+167.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -6.4% | +17.8% | +11.4% |
| 7D | +5.5% | +5.3% | +0.2% | +5.4% |
| 30D | -32.6% | +66.6% | -99.3% | -32.7% |
| 3M | -13.1% | +59.6% | -72.7% | -13.2% |
| 6M | -41.4% | +482.4% | -523.7% | -40.5% |
| YTD | +243.9% | +124.1% | +119.9% | +256.6% |
| 1Y | +305.1% | +138.6% | +166.5% | +319.0% |
| All | +263.8% | +96.7% | +167.0% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling